There's a thing called the law of diminishing returns;while most links may have 'some' value, that value may be so small as to be not worth the effort.
In addition, many sites have zero value; and that includes many, many directories.
There's plenty of discussion already about that, but increasingly, it's Quality that counts with links, and definitely with directories.
I have a site with fewer than 20 links that frequently tops sites with *thousands* of links; times change, and quality is the way to go.
In addition, be very, very wary of directories that request a reciprocal link, which could - and frequently does - have a negative effect on your site's ranking.
Yes, there are exceptions to that, but very, very, very few. The vast majority of Quality Directories have no need to make intrusive requests; they simply list the best, and bask in their reflected glory. Plus those unasked links that Good directories pick up as they go along. ;)